NYMEX Natural Gas Future September 2011


Trading Metrics calculated at close of trading on 08-Apr-2011
Day Change Summary
Previous Current
07-Apr-2011 08-Apr-2011 Change Change % Previous Week
Open 4.357 4.266 -0.091 -2.1% 4.526
High 4.372 4.283 -0.089 -2.0% 4.560
Low 4.256 4.230 -0.026 -0.6% 4.230
Close 4.275 4.259 -0.016 -0.4% 4.259
Range 0.116 0.053 -0.063 -54.3% 0.330
ATR 0.126 0.121 -0.005 -4.1% 0.000
Volume 10,020 18,241 8,221 82.0% 58,591
Daily Pivots for day following 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 4.416 4.391 4.288
R3 4.363 4.338 4.274
R2 4.310 4.310 4.269
R1 4.285 4.285 4.264 4.271
PP 4.257 4.257 4.257 4.251
S1 4.232 4.232 4.254 4.218
S2 4.204 4.204 4.249
S3 4.151 4.179 4.244
S4 4.098 4.126 4.230
Weekly Pivots for week ending 08-Apr-2011
Classic Woodie Camarilla DeMark
R4 5.340 5.129 4.441
R3 5.010 4.799 4.350
R2 4.680 4.680 4.320
R1 4.469 4.469 4.289 4.410
PP 4.350 4.350 4.350 4.320
S1 4.139 4.139 4.229 4.080
S2 4.020 4.020 4.199
S3 3.690 3.809 4.168
S4 3.360 3.479 4.078
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4.560 4.230 0.330 7.7% 0.096 2.2% 9% False True 11,718
10 4.726 4.230 0.496 11.6% 0.124 2.9% 6% False True 10,886
20 4.726 4.087 0.639 15.0% 0.128 3.0% 27% False False 10,598
40 4.726 4.011 0.715 16.8% 0.117 2.7% 35% False False 8,999
60 4.888 4.011 0.877 20.6% 0.112 2.6% 28% False False 7,249
80 4.888 4.011 0.877 20.6% 0.113 2.7% 28% False False 5,912
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.022
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 4.508
2.618 4.422
1.618 4.369
1.000 4.336
0.618 4.316
HIGH 4.283
0.618 4.263
0.500 4.257
0.382 4.250
LOW 4.230
0.618 4.197
1.000 4.177
1.618 4.144
2.618 4.091
4.250 4.005
Fisher Pivots for day following 08-Apr-2011
Pivot 1 day 3 day
R1 4.258 4.343
PP 4.257 4.315
S1 4.257 4.287

These figures are updated between 7pm and 10pm EST after a trading day.

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